Scott,
Thank you very much.
Do Han.
On Fri, Aug 1, 2008 at 3:41 PM, Scott Merryman <[email protected]> wrote:
> You could use -areg- or -xtivreg2-
>
> For example:
>
> . webuse grunfeld
>
> . areg invest mval [aw = kstock], ab(com)
>
> Linear regression, absorbing indicators Number of obs = 200
> F( 1, 189) = 327.94
> Prob > F = 0.0000
> R-squared = 0.9082
> Adj R-squared = 0.9033
> Root MSE = 120.16
>
> ------------------------------------------------------------------------------
> invest | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> mvalue | .2971024 .0164063 18.11 0.000 .2647394 .3294654
> _cons | -226.6022 30.39757 -7.45 0.000 -286.5643 -166.6401
> -------------+----------------------------------------------------------------
> company | F(9, 189) = 18.251 0.000 (10 categories)
>
> . xtivreg2 invest mvalue [aw = kstock], small fe
>
> FIXED EFFECTS ESTIMATION
> ------------------------
> Number of groups = 10 Obs per group: min = 20
> avg = 20.0
> max = 20
>
> OLS estimation
> --------------
>
> Estimates efficient for homoskedasticity only
> Statistics consistent for homoskedasticity only
>
> Number of obs = 200
> F( 1, 189) = 327.94
> Prob > F = 0.0000
> Total (centered) SS = 7463301.849 Centered R2 = 0.6344
> Total (uncentered) SS = 7463301.849 Uncentered R2 = 0.6344
> Residual SS = 2728695.85 Root MSE = 120.2
>
> ------------------------------------------------------------------------------
> invest | Coef. Std. Err. t P>|t| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> mvalue | .2971024 .0164063 18.11 0.000 .2647394 .3294654
> ------------------------------------------------------------------------------
> Included instruments: mvalue
> ------------------------------------------------------------------------------
>
>
> Scott
>
>
> On Thu, Jul 31, 2008 at 11:50 PM, Dohan Kim <[email protected]> wrote:
>> Hello Statalist members,
>> I'd like to run a fixed effect model with an analytic weight. "xtreg,
>> fe" doesn't allow a weight option, and some people in this forum
>> suggested to use xtivreg2 [aweight=],fe. Can I use "xtivreg2,fe" even
>> though I don't have any endogenous variables? In other words, can
>> "xtivreg2 [aweight=],fe" be an alternative to a simple fixed effect
>> model with a weight? If I can't use xtivreg2, are there any other ways
>> I can run a fixed effect model with an analytic weight? I'll
>> appreciate any advice.
>>
>> --
>> Do Han Kim
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Do Han Kim
PhD Candidate,
Dept. of Public Administration and Policy
Rockefeller College, University at Albany
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
